Lady

Lady first appeared in Devil May Cry 3: Dante's Awakening, and later in that game's spin-off manga, as well as the 2007 anime series. In the game, she appears in numerous cutscenes, fights Dante as a boss character, and teams up with Dante during the game’s closing credits, though she is not controllable by the player. She also provides the game’s framing narration, telling the story of how she met Dante and Vergil, and how Dante picked the name "Devil May Cry" for his shop, which was something she had said while trying to comfort Dante over the loss of his brother.

Her original name, Mary, was given to her by her father Arkham, but she chose to renounce that name when her father murdered her mother. Dante first called her "lady" when she refused to tell him her name. Like her father, she is beset with the genetic condition Heterochromia, which render each of her eyes a different color. While still a normal human, she is also an exceptionally skilled firearms expert and extremely acrobatic in close quarters combat. Her most powerful weapon is the Kalina Ann, a customized missile launcher similar to a MANPADS.

Devil May Cry 3
Lady makes her first appearance in Devil May Cry 3 where she displays hostility towards any demon as she believes that they are nothing, but dangerous and disgusting creatures. Before the beginning of the game, her father, Arkham, killed her mother for mysterious reasons, she goes into the tower to avenge her mother's death by killing Arkham. Because of these series of events that affected her life, she stops associating herself with her given name, Mary. Lady first encounters Dante after Dante's battle with Cerberus, the Ice Guardian of the Temen-ni-Gru. Lady crashes in through the roof with her motorcycle and lands behind Dante. After a one-sided exchange of words Lady fires a missile from Kalina Ann at Dante. Dante responds by riding the missile to the other side of the chamber and blowing up a hole, which Lady rides through.

Her next brief encounter with Dante is when Lady was thrown over by Arkham. Arkham meets with Lady to provoke her and throws her down. Below, Dante, in devilishly proper timing, catches Lady as she was falling. She then shoots Dante in the forehead, twice, and realises that Dante is a demon. Later it is shown that Lady stops her fall with the bladed end of Kalina Ann and climbs back up the Temen-ni-Gru with the grappling end of Kalina Ann.

When Dante finds the seemingly dead body of Arkham, which was killed by Vergil, Lady arrived at the scene. Seeing the body of her despised father dead not by her hands, she asks Dante whether if Arkham was killed by Dante. When Dante replied with an unsatisfactory answer, " So what if I did? ", Lady flies into a rage and shoots Dante. While trading shots with Dante, she laments about Arkham's death being her responsibilities. After being subdued by Dante, Dante continues the journey up the tower while Lady stays with the body. Some time later after Dante's departure, Arkham was shown talking with Lady, saying that he was manipulated into killing his wife, and pins the blame on Vergil. After saying these, he took his last breath. Lady then cries over him and promises to avenge his death by stopping Vergil.

During Dante's battle with the Beowulf-armed Vergil in the Lair of Judgement, Lady intervenes and joins the clash. Soon after, Jester stops the battle. Jester is in fact the alter ego of Arkham, to lure Dante, Vergil, and Lady into that chamber, stating that all of them are the key in his plan to unlocking the path to Demon World. Then, Jester mocks the brothers saying they are weak, and, after slamming her face, stabs Lady's thigh with Kalina Ann to draw blood in order to break the seal to Hell.

Her battle with Dante occurs in the Divine Library. When Dante wanted to go to the top of the tower to teleport to the Demon World, Lady stops him and aims her gun at Dante, saying that it is her responsibility to stop Arkham and Dante should not interfere. Dante insists that it is his responsibilities too and demands that Lady get out of the way. Lady refuses and their battle began. After her defeat to Dante, Dante remarks that this whole mess started with his father, and he should sort it out. Lady acquisces, and entrusts Dante with Kalina Ann, in exchange for his name. Some time later, Lady is shown catching a glimpse of Vergil going to the top of the tower.

After Arkham's acquisition of Sparda's power and defeat in the hands of the sons of Sparda, Arkham falls back to the human world. As Arkham, weakened and bloodied, tries to recover, Lady found him. With Lady training her gun at Arkham, Arkham pleads his innocence and begs her for his life. Lady shoots him regardless, several times. Lady then cries beside his body, which shows her emotional side in contrast with her tough side.

Lady reappears at the end of the game beside Dante, and converses about the aftermath. This is where she coins the famous word 'Devil May Cry' after seeing Dante shedding tears for his brother. Afterwards, the demons still left in the human world appears and attacks both of them. Lady fights beside Dante. If you kill 100 demons here, a special ending is unlocked concerning Vergil and Mundus. Then, the scene shifts to Lady's commentary about the future, the demons left in the human world and about Dante's newly opened shop.

Devil May Cry: The Animated Series
In the anime, she works as a solo Devil Hunter but sometimes calls on Dante for jobs, and sometimes for the money that he owes her. She also was unaware of Dante's earlier partner, Trish, until she was hired to kill a demon that Trish was also hunting. Lady is hired by a priest who clamed the blond woman was controling the demons terrorizing the town he was in. After realizing that she was tricked and dealing with the demon possessed priest, Lady and Trish grow to like each other. Unfortunately for Dante, this means buying expensive clothes and leaving him with the bill. During the Abigail incident, Lady and Trish kill a large amount of lesser demons while Dante kills Sid. Also during the episode where she first meets Trish, Trish asks if Lady likes Dante, Lady quickly says no and goes on to point out Dante's flaws.

Devil May Cry 4
Lady reappears in Devil May Cry 4, along with Trish from Devil May Cry, and tells Dante about the Order of the Sword cult in the city of Fortuna who "have butted in on some of [her] jobs". She also hints that the cult may have something more to them than what meets the eye. Because of this, she is responsible for getting Dante and Trish involved in the events in Fortuna by assigning them there.

Later on, after the events in Fortuna, she comes back to Dante's shop to pay for their services, implying that Dante doesn't have any debt to her anymore, even if the amount she paid was small. Trish complains about this small payment to which Lady reasons that the events that happened there escalated because of Trish's actions. She later accompanies Dante and Trish to their next assignment.

Personality
She seems to be rough and tough enough to keep up with Dante and the rest as she fights demons or against/with the Sons of Sparda, she has a tom-boyish style to her fight. Although, when she kills her father, Lady breaks down and cries, showing a more humane side. She also appears to have a bit of a crush on Dante, as she appears to show a softer side when around him and she gets a little jealous when she learns that Dante is good friends with Trish. She may have a crush on Dante, but she apparently thinks of him as both a friend and a crush.

Background
Lady shares her original name, Mary, with the Virgin Mary, who called on St. Lucia and Beatrice to aid the poet Dante Alighieri in his sojourn through Hell. As such, her chosen name of "Lady" is likely then a reference to one of the Virgin's other names, "Madonna" (Italian for "Lady").

Trivia

 * In Devil May Cry 3, the player can unlock an alternate costume for Lady. She wears it only if the player chooses to use special costumes.
 * The motorcycle she rides in the anime is a red 1974 Ducati 750 Supersport.
 * Lady has immense skill in billiards, as shown in the anime.
 * In Devil May Cry 4's secret ending, Dante is looking at a magazine with Lady's picture in it.
 * At one point, Trish assumed Lady harbored romantic feelings for Dante, which Lady hastily denied.